+6,869.6%
CCEP vs HAS
+3,598.5%
+3,271.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -3.1% | -1.8% | -1.3% | -2.7% |
| 30D | -2.6% | +2.3% | -4.9% | -3.1% |
| 3M | +14.9% | +10.4% | +4.6% | +12.4% |
| 6M | +2.3% | -3.2% | +5.5% | +2.5% |
| YTD | +17.8% | +15.4% | +2.4% | +13.6% |
| 1Y | +24.2% | +18.8% | +5.4% | +18.7% |
| 3Y | +84.7% | +43.9% | +40.8% | +65.7% |
| 5Y | +103.2% | +13.9% | +89.3% | +89.2% |
| 10Y | +257.4% | +56.4% | +201.0% | +200.0% |
| All | +6,869.6% | +3,598.5% | +3,271.2% | +2,506.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling